matlab details,Tolerance Details

Tolerance Details

Optimization Toolbox™ solvers use tolerances to decide when to stop iterating and to measure

solution quality. See Tolerances and Stopping Criteria.

For the four most important tolerances, this section describes which tolerances are

relative, meaning scale in some sense with problem size or values, and which are

absolute, meaning do not scale with the problem. In the following table,

R means Relative.

A means Absolute.

. means inapplicable.

A* means Absolute when the tolerances are

checked; however, preprocessing can scale the entries to some extent, so the

tolerances can be considered relative.

A*, R means

the constraints are first checked as Absolute. If this check passes, the solver

returns a positive exit flag. If this check fails then the constraints are

checked as Relative. If this check passes, the solver returns a positive exit

flag with "poor feasibility". If this check fails, the solver returns a negative

exit flag.

Tolerances by Solver and Algorithm

SolverAlgorithmOptimality ToleranceFunction ToleranceStep ToleranceConstraint Tolerancefmincon'interior-point'R.RR

'sqp'R.RR

'sqp-legacy'R.RR

'active-set'AAAA

'trust-region-reflective'ARA.

fminunc'quasi-newton'R.R.

'trust-region'ARA.

fminsearch.AA.

fminbnd.AR.

fseminfAAAA

fgoalattainAAAA

fminimaxAAAA

linprog'dual-simplex'A*..A*, R

'interior-point'R..R

'interior-point-legacy'R...

intlinprogA*..A*, R

quadprog'interior-point-convex'R.RR

'trust-region-reflective', boundsARA.

'trust-region-reflective', linear

equalities....

'active-set'R.AR

coneprogRR

lsqlin'interior-point'R.RR

'trust-region-reflective'ARA.

lsqnonneg..R.

lsqnonlin'trust-region-reflective'ARA.

'levenberg-marquardt'RRR.

lsqcurvefit'trust-region-reflective'ARA.

'levenberg-marquardt'RRR.

fsolve'trust-region-dogleg'ARR.

'trust-region'ARA.

'levenberg-marquardt'RRR.

fzero..R.

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